+83.6%
USB vs CAH
+411.5%
-327.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.5% | +5.9% | -6.5% | -2.6% |
| 30D | +5.7% | +16.5% | -10.8% | -0.1% |
| 3M | -4.7% | +15.7% | -20.4% | -9.9% |
| 6M | +13.4% | +52.7% | -39.3% | -3.5% |
| YTD | +17.0% | +36.3% | -19.3% | +3.0% |
| 1Y | +32.4% | +36.7% | -4.4% | +16.2% |
| 3Y | +101.7% | +178.2% | -76.5% | +29.1% |
| 5Y | +24.4% | +515.8% | -491.3% | -44.8% |
| 10Y | +83.6% | +411.8% | -328.2% | -21.0% |
| All | +83.6% | +411.5% | -327.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling